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New Algorithms for Discrete-Time Parameter Estimation

2021/03/30 by Yingnan Cui, Cui, Yingnan, Joseph E. Gaudio +3
Computer Science · Engineering · Mathematics · #Adaptive Control of Nonlinear Systems #Blind Source Separation Techniques #Control Systems and Identification #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Systems and Control (eess.SY) #cs.LG #cs.SY #eess.SY #electronic engineering #information engineering #math.OC

paper · pdf · doi:10.48550/arxiv.2103.16653

20 pages

openalex publication_date 2021/03/30 · arxiv created 2022/03/14 · arxiv updated 2022/03/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We propose two algorithms for discrete-time parameter estimation, one for time-varying parameters under persistent excitation (PE) condition, another for constant parameters under no PE condition. For the first algorithm, we show that in the presence of time-varying unknown parameters, the parameter estimation error converges uniformly to a compact set under conditions of persistent excitation, with the size of the compact set proportional to the time-variation of unknown parameters. Leveraging a projection operator, the second algorithm is shown to result in boundedness guarantees when the plant has constant unknown parameters. Simulations show better convergence results compared to recursive least squares (RLS) and comparable results to RLS with forgetting factor.

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